Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 39,07% | 39,07% |
19/11/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 402 CHF | 101 200 CHF | 79,93% | 79,93% |
18/11/2024 | 0,79% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 194 CHF | 99,34% | 99,34% |
15/11/2024 | 0,76% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 431 CHF | 101 200 CHF | 84,23% | 84,23% |
14/11/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 200 CHF | 99,44% | 99,44% |
13/11/2024 | 0,73% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 139 CHF | 97,74% | 97,74% |
12/11/2024 | 0,70% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 447 CHF | 101 154 CHF | 99,53% | 99,53% |
11/11/2024 | 0,75% | 100,50 % | 101,20 % | 100 000 | 100 000 | 97 404 | 97 404 | 97 865 CHF | 98 591 CHF | 98,55% | 98,55% |
08/11/2024 | 0,77% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 289 CHF | 101 066 CHF | 51,93% | 51,93% |
07/11/2024 | 0,70% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 597 CHF | 101 302 CHF | 95,14% | 95,14% |